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Dynamic Random Walks: Theory and Applications

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The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). · New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance

Author(s): Nadine Guillotin-Plantard, Rene Schott
Edition: 1
Year: 2006

Language: English
Pages: 278